Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679133.3513 | 686726.5712 | -7593.2199 | -8471.9183 | 66283.5822 | -74755.5006 |
Total P&L (%) | 679.1334 | 686.7266 | -7.5932 | -8.4719 | 66.2836 | -74.7555 |
Avg Daily Profit (%) | 0.3011 | 0.3045 | -0.0034 | -0.0039 | 0.0226 | -0.061 |
Buy And Hold Return (%) | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 | 276.6129 |
Max Trade Drawdown | -131725 | -83749 | -176757 | -326798 | -272036 | -239555 |
Profit Factor | 1.4222 | 1.8509 | 0.9905 | 0.9966 | 1.0489 | 0.9359 |
Total Trades | 406 | 203 | 203 | 406 | 203 | 203 |
Winning Trades | 205 | 96 | 109 | 205 | 96 | 109 |
Losing Trades | 201 | 107 | 94 | 201 | 107 | 94 |
Profitability (%) | 50.4926 | 47.2906 | 53.6946 | 50.4926 | 47.2906 | 53.6946 |
Ratio Avg Win / Avg Loss | 1.3944 | 2.063 | 0.8542 | 0.9772 | 1.1691 | 0.8071 |
Largest Winning Trade | 197549 | 197549 | 31288 | 161910 | 161910 | 50833 |
Largest Losing Trade | -93935 | -37143 | -93935 | -155997 | -69292 | -155997 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 21 | 25 | 18 | 21 | 25 | 18 |
Avg Bars in Losers | 21 | 23 | 18 | 21 | 23 | 18 |
Bars Traded | 8756 | 4949 | 3806 | 8756 | 4949 | 3806 |
Profit Streak | 6.6127 | 0 | 8.1127 | 6.6127 | 0 | 8.1127 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325111 | 306123 | -578840 | -577625 | -495550 | -578840 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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